Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51740.72 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48541.66 Kr¶

PnL: ---------------------------------------> -545.91 Kr¶

DD now: ---------------------------------> -0.392 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:44:52.353525'

Anic Portfolio¶

Today¶

Return: 0.197 %¶

This Week¶

Return: 8.865 %¶

Total¶

Return: 69.386 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.630000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 3.290000 804.000000 131.000000 19.470000 673.000000
Nordea Bank Abp 29 0.790000 3559.460000 105.460000 3.050000 3453.999992
HEBA B 70 2.490000 2740.500000 104.500000 3.960000 2636.000010
SAAB B 8 0.470000 3432.800000 55.800000 1.650000 3377.000000
Swedbank A 3 1.950000 612.900000 48.900000 8.670000 564.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 1.120000 618.200000 44.200000 7.700000 573.999998
AcadeMedia 12 1.100000 597.840000 40.840000 7.330000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.900000 390.900000 35.900000 10.110000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
OEM International B 7 1.550000 550.900000 22.900000 4.340000 527.999997
Intrum 4 1.930000 549.800000 22.800000 4.330000 527.000000
Eastnine 4 2.080000 511.200000 20.200000 4.110000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.380000 579.960000 9.960000 1.750000 570.000000
Boozt 12 1.990000 1663.200000 9.200000 0.560000 1653.999996
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Corem Property Group B 59 3.350000 582.630000 5.630000 0.980000 576.999999
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.000000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.640000 3846.500000 -3.500000 -0.090000 3850.000000
CTEK 13 2.760000 513.630000 -20.370000 -3.810000 533.999999
International Petroleum Corp. 5 0.000000 562.500000 -32.070000 -5.390000 594.565215
Essity B 2 -1.320000 538.200000 -35.800000 -6.240000 574.000000
Fasadgruppen Group 38 -1.460000 4104.000000 -37.000000 -0.890000 4140.999992
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 0.180000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 4.290000 1845.800000 -143.200000 -7.200000 1989.000002
Axfood 15 -3.980000 3873.000000 -427.000000 -9.930000 4300.000005
Ovzon 64 -0.940000 3366.400000 -629.600000 -15.760000 3996.000000
TOTAL 48541.740000 -545.830000 -0.38903% 49087.564636

Updated:¶

'2023-02-01 09:44:01.280451'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶